Forecasting of the stock price using recurrent neural network – long short-term memory

• Main Authors: Dobrovolny, Michal, Soukal, Ivan, Salamat, Ali, Cierniak-Emerych, Anna, Krejcar, Ondrej
• Format: Conference or Workshop Item
• Published: 2021
• Subjects: QA Mathematics; TA Engineering (General). Civil engineering (General)
• Online Access: http://eprints.utm.my/id/eprint/95913/; http://dx.doi.org/10.36689/uhk/hed/2021-01-014

We employ a recurrent neural network with Long short-term memory for the task of stock price forecasting. We chose three stocks from the same sub-industry: Visa, Mastercard, and PayPal. This paper aims to test the LSTM network's prediction on stock prices and propose the best settings for selec...